12th German Probability and Statistics Days Stochastiktage Bochum [March 1 – 4, 2016] Programme Ruhr-Universität Bochum March 1 – 4, 2016 2016 March 1 – 4 | Bochum, Germany AUDIMAX | EXHIBITIONPLAN CONTENT Welcome 2 Organizer 3 General Information 4 poster: 7 1 – 14 Plenary Speakers and Sections Programme Overviews w Tuesday | March 1, 2016 8 a r d r o b 15 – 27 Wednesday | March 2, 2016 10 e entrance Thursday | March 3, 2016 12 Friday | March 4, 2016 14 Audimax registration Programme 5 Tuesday | March 1, 2016 16 4 Poster Exhibition 22 3 entrance Wednesday | March 2, 2016 24 2 Lehrernachmittag 35 1 catering Thursday | March 3, 2016 36 Friday | March 4, 2016 46 List of Participants 50 Sponsors 64 Rooms 65 1 Cambridge University Press 2 DE GRUYTER 3 Elsevier BV 4 Numerical Algorithms Group Ltd 5 Springer-Verlag GmbH 1 2016 March 1 – 4 | Bochum, Germany WELCOME ORGANIZER The conference German Probability and Statistics Days 2016 is organized joint- PROGRAMME COMMITTEE ly by the Ruhr-University Bochum and the Stochastics Section of the German Herold Dehling (Bochum) Mathematical Society (DMV). GPSD 2016 is already the 12th conference in a Holger Dette (Bochum) series that was initiated in 1993 in Marburg. Since then, the GPSD has become Peter Eichelsbacher (Bochum, Chair) one of the major conferences in the area of Probability Theory and Mathemati- Vicky Fasen (Karlsruhe) cal Statistics in Europe. This year, we expect 550 participants, 360 talks, and 30 Hajo Holzmann (Marburg) poster presentations, covering a wide spectrum of topics ranging from stoch- Christof Külske (Bochum) astic analysis to applications of probability and statistics in science and industry. Angelika Rohde (Bochum) The Ruhr-University Bochum, host of GPSD 2016, is located in the heart of the Thorsten Schmidt (Freiburg) metropolitan Ruhr area. Once known for its coal mining and steel industry, the Evgeny Spodarev (Ulm) Ruhr area is now one of the most dynamic regions in Germany with 5 million residents, and with three major research oriented universities that together have over 100.000 students. Excellent research in probability and statistics is carried out at all three universities, with the Collaborative Research Center SFB LOCAL ORGANIZING COMMITTEE 823 and the Research Training Group RTG 2131 being the most visible centers Herold Dehling (Chair) for collaborative research and training of graduate students. Holger Dette We are grateful to our sponsors whose generous financial support has made Peter Eichelsbacher GPSD 2016 possible. We received support from the German Science Foun- Sabine Jansen dation (DFG), the Ruhr-University Bochum, the SFB 823 and the RTG 2131, Christof Külske as well as from our commercial sponsors Elsevier Science, Springer Verlag, Angelika Rohde De Gruyter Verlag, Cambridge University Press and NAG. We also thank the Christoph Thäle Eventlab for their excellent organizational support, as well as our students and staff members for their help in running the conference. We hope you will enjoy the scientific programme, and take the chance to exch- ange ideas with colleagues from all over the world. Welcome to GPSD 2016 CONFERENCE OFFICE and to the Ruhr-University Bochum. event lab. GmbH Dufourstraße 15 04107 Leipzig Herold Dehling Chair of the Local Organizing Committee Phone: 0341 24059675 Phone on site : 0162 4332083 Email: [email protected] 2 3 2016 March 1 – 4 | Bochum, Germany GENERAL INFORMATION CONFERENCE VENUE TECHNICAL FACILITIES / SPEAKERS PREVIEW Ruhr-Universität Bochum All lecture rooms are equipped with laptop/data projectors and with black- Audimax & HZO boards. The files (preferably on a flash drive in PDF format) should be handed 44780 Bochum over to the technical support in your lecture hall no later than 20 minutes before the session starts. You’ll find a campus map at the back cover. All plenary lectures take place in the Audimax (see details at the campus map at the cover page). WARDROBE The exhibition area and the registration desk can be found in the foyer of the Please use the wardrobe in the foyer of the Audimax. Audimax. Please note that the wardrobe will not be guarded, and that we cannot assume All other lectures take place in the HZO and in the NA building. responsibility in case of loss or theft. PARTICIPATION IN THE TALKS LUNCH & COFFEE BREAKS All participants can take part in any of the presentations, including the plenary You can have lunch at the main cafeteria ("Mensa / Dining Hall") or find snacks talks, the talks given in sections 1–12 and the "Lehrernachmittag". at the Campus Center. A contributed talk time slot of 30 min includes 20 min for the talk, 5 min for The price for lunch is between €3,50 and €5,50 at the Mensa / Dining Hall. discussion and 5 min for possible room changes of participants. Complimentary coffee, tea, non-alcoholic beverages and light snacks will be served in the foyer of the Audimax during the coffee breaks. WIFI ACCESS The "eduroam" network is available at the university. You can also obtain free access to the local WiFi. Please ask our staff at the registration counter. They will provide the access code. REGISTRATION DESK The registration desk is located in the foyer of the Audimax. Opening hours of the registration desk: Tuesday, March 01, 2016 08:30 am – 06:30 pm Wednesday, March 02, 2016 08:00 am – 06:30 pm Thursday, March 03, 2016 08:00 am – 07:00 pm Friday, March 04, 2016 08:00 am – 01:00 pm 4 5 2016 March 1 – 4 | Bochum, Germany GENERAL INFORMATION PLENARY SPEAKERS AND SECTIONS TRANSPORT Plenary Speakers BY CAR: Motorists can reach the Ruhr-University easily via the dense Sandrine Dudoit | Berkeley School of Public Health, USA motorway network. The fastest route is that via the motorway László Erdős | Institute of Science and Technology Austria, Austria junction Bochum/Witten, where the motorways A43 and A44 Martin Hairer | The University of Warwick, UK meet. Simply take the exit for Bochum-Querenburg, follow the signs for “Ruhr-Universität” and, once there, look for the (elec- Iain Johnstone | Stanford University, USA tronic) information boards. Walter Schachermayer | University of Vienna, Austria Address for GPS: Bochum – Universitätsstraße – 150 Sections | Chair Persons | Invited Speakers BY TRAIN: At Bochum’s main train station, ICE, IC, EC, regional trains and city trains arrive and depart in quick succession. You can No. Title Chair Invited Speaker reach the Ruhr-University easily by catching the underground 1 Stochastic Analysis Martin Hutzenthaler, Davar Khoshnevisan (U-Bahn) train U 35 (Campus Linie), direction Hustadt. During Martin Keller-Ressel (Utah) day time, the U 35 departs in 3 to 6 minute intervals, and it 2 Spatial Stochastics Lothar Heinrich, Jean-Francois Coeurjolly takes 9 minutes to get to the "Ruhr-University" station. Dominic Schuhmacher (Grenoble) Your name tag entitles you to use public transportation for free 3 Limit Theorems, Large Deviations, Stefan Adams, Erwin Bolthausen in Bochum from the 1st to the 4th of March. Extremes Zakhar Kabluchko (Zürich) 4 Finance, Insurance, Risk: Modeling Mitja Stadje, Thomas Moller Stefan Thonhauser (Copenhagen) 5 Stochastics in Physics and Biology Markus Heydenreich, Christophe Garban GENERAL ASSEMBLY OF FACHGRUPPE STOCHASTIK Ilya Pavlyukevich (Lyon) The general assembly of Fachgruppe Stochastik (for members only) will take 6 Stochastic Processes Brice Franke, Ben Hambly place in room HZO 40 on Thursday, March 03, 2016 at 07:00 pm. Uta Freiberg (Oxford) 7 Time Series Anne Leucht, Piotr Kokoszka Henryk Zähle (Fort Collins) 8 Data Analysis and Computational Claudia Czado, Finn Lindgren SOCIAL PROGAMME Statistics Thomas Hotz (Bath) Get-Together: Do not miss the chance to mingle with colleagues and friends 9 Nonparametric and Asymptotic Melanie Birke, Alessandro Rinaldo on the evening of March 01, 2016, from 6:30 to 9:00 p.m. in the Statistics Ingo Steinwart (Pittsburgh) Foyer of the Audimax. 10 Statistics of Stochastic Processes Reinhard Höpfner, Mathieu Rosenbaum Mathias Vetter (Paris) Tickets are included in the registration fee, but registration is required. 11 High Dimensional Inference Thorsten Dickhaus, Valen Johnson Florian Frommlet (Austin) Gala Dinner at the “Mensa / Dining Hall”: 12 Finance, Insurance, Risk: Statistics Michael Kupper, Jose E. Figueroa-Lopez Robert Stelzer (St. Louis) The dinner takes place on Wednesday March 02, 2016 at 7:00 pm. Dinner tickets are available at the registration desk 13 “Stochastics at School”- Afternoon Peter Eichelsbacher Katja Krüger for school teachers (Paderborn) for €35 a person. 6 7 2016 PROGRAMME OVERVIEW March 1 – 4 | Bochum, Germany TUESDAY | MARCH 1, 2016 09:30 am 10:00 am 11:00 am 11:30 am 01:00 pm 02:30 pm 04:30 pm 05:00 pm 06:30 – 09:00 pm Audimax Opening Plenary Talk 1 Ising Lecture Poster-Party Ceremony Martin Hairer (UK) Opening sponsored by Sigismund Kobe Elsevier Plenary Talk 2 Laszlo Erdös HZO-40 Section 1 Section 1 Stochastic Analysis Stochastic Analysis HZO-50 Section 2 Section 1 Spatial Stochastics Stochastic Analysis HZO-60 Section 3 Section 3 Limit Theorems, Limit Theorems, Large Deviations, Large Deviations, Extremes Extremes HZO-70 Section 4 Section 12 Finance, Insurance, Finance, Insurance, Risk: Modeling Risk: Statistics HZO-80 Section 5 Section 4 Stochastics in Phy- Finance, Insurance, sics and Biology Risk: Modeling HZO-90 Section 6 Section 6 Lunch Break Coffee Break Coffee Stochastic Stochastic Break Coffee Processes Processes HZO-100 Section 6 Section 7 Stochastic Time Series Processes NA 02/99 Section 7 Section 7 Time Series